+177.5%
XOP vs PL
+84.9%
+92.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | +2.6% | -9.3% | +11.9% | +3.3% |
| 30D | +15.4% | -18.9% | +34.4% | +17.2% |
| 3M | +12.1% | -58.4% | +70.4% | +19.0% |
| 6M | +19.7% | -30.3% | +50.0% | +20.0% |
| YTD | +52.4% | -8.1% | +60.5% | +48.3% |
| 1Y | +47.6% | +180.5% | -132.9% | +26.2% |
| 3Y | +34.4% | +444.1% | -409.8% | -0.5% |
| 5Y | +154.4% | +83.0% | +71.4% | +101.2% |
| All | +177.5% | +84.9% | +92.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling